Trading Metrics calculated at close of trading on 10-Jul-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2014 |
10-Jul-2014 |
Change |
Change % |
Previous Week |
Open |
5,442.0 |
5,427.0 |
-15.0 |
-0.3% |
5,425.0 |
High |
5,446.0 |
5,433.0 |
-13.0 |
-0.2% |
5,496.0 |
Low |
5,394.0 |
5,404.0 |
10.0 |
0.2% |
5,328.0 |
Close |
5,414.0 |
5,420.0 |
6.0 |
0.1% |
5,482.0 |
Range |
52.0 |
29.0 |
-23.0 |
-44.2% |
168.0 |
ATR |
47.3 |
46.0 |
-1.3 |
-2.8% |
0.0 |
Volume |
34,157 |
19,295 |
-14,862 |
-43.5% |
134,771 |
|
Daily Pivots for day following 10-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,506.0 |
5,492.0 |
5,436.0 |
|
R3 |
5,477.0 |
5,463.0 |
5,428.0 |
|
R2 |
5,448.0 |
5,448.0 |
5,425.3 |
|
R1 |
5,434.0 |
5,434.0 |
5,422.7 |
5,426.5 |
PP |
5,419.0 |
5,419.0 |
5,419.0 |
5,415.3 |
S1 |
5,405.0 |
5,405.0 |
5,417.3 |
5,397.5 |
S2 |
5,390.0 |
5,390.0 |
5,414.7 |
|
S3 |
5,361.0 |
5,376.0 |
5,412.0 |
|
S4 |
5,332.0 |
5,347.0 |
5,404.1 |
|
|
Weekly Pivots for week ending 04-Jul-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,939.3 |
5,878.7 |
5,574.4 |
|
R3 |
5,771.3 |
5,710.7 |
5,528.2 |
|
R2 |
5,603.3 |
5,603.3 |
5,512.8 |
|
R1 |
5,542.7 |
5,542.7 |
5,497.4 |
5,573.0 |
PP |
5,435.3 |
5,435.3 |
5,435.3 |
5,450.5 |
S1 |
5,374.7 |
5,374.7 |
5,466.6 |
5,405.0 |
S2 |
5,267.3 |
5,267.3 |
5,451.2 |
|
S3 |
5,099.3 |
5,206.7 |
5,435.8 |
|
S4 |
4,931.3 |
5,038.7 |
5,389.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,497.0 |
5,394.0 |
103.0 |
1.9% |
29.4 |
0.5% |
25% |
False |
False |
21,214 |
10 |
5,497.0 |
5,328.0 |
169.0 |
3.1% |
42.0 |
0.8% |
54% |
False |
False |
24,803 |
20 |
5,497.0 |
5,328.0 |
169.0 |
3.1% |
43.1 |
0.8% |
54% |
False |
False |
34,316 |
40 |
5,508.0 |
5,328.0 |
180.0 |
3.3% |
31.3 |
0.6% |
51% |
False |
False |
17,367 |
60 |
5,508.0 |
5,328.0 |
180.0 |
3.3% |
24.5 |
0.5% |
51% |
False |
False |
11,587 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,556.3 |
2.618 |
5,508.9 |
1.618 |
5,479.9 |
1.000 |
5,462.0 |
0.618 |
5,450.9 |
HIGH |
5,433.0 |
0.618 |
5,421.9 |
0.500 |
5,418.5 |
0.382 |
5,415.1 |
LOW |
5,404.0 |
0.618 |
5,386.1 |
1.000 |
5,375.0 |
1.618 |
5,357.1 |
2.618 |
5,328.1 |
4.250 |
5,280.8 |
|
|
Fisher Pivots for day following 10-Jul-2014 |
Pivot |
1 day |
3 day |
R1 |
5,419.5 |
5,439.5 |
PP |
5,419.0 |
5,433.0 |
S1 |
5,418.5 |
5,426.5 |
|